One of the first things I thought of when Nightcrawler was able to come back to life after a fatal stabbing was GrimJack. Maybe not unusual, since I think about that series fairly often, but it fit in this case.
John Gaunt died, and narrowly made it into Heaven. Once he was up there, he saw his best friend was about to be killed by John's reanimated corpse, and he left Heaven to save his friend (this involved a clone body created by a clone of a scientist trying to prove she was more than just a copy of the original). Eventually, Gaunt learns there are consequences to leaving Heaven. He'd tied his fate to that of the city of Cynosure, and so until it is destroyed, he's going to be reborn again and again. This ends up having a less than positive effect on Gaunt's sanity, being destined to see everyone he cares about die, and being denied any chance at reuniting for who knows how long.
In the Marvel Universe, death is a little different, at least for the super-powered set. It's almost become a joke now how often people come back. A lot of times, the character wasn't actually dead. Xavier's faked his death before, Captain America was shot with time bullets instead of real ones, Kraven put Spidey in a two-week coma, Colossus was. . . actually, I'm not sure what Colossus was. Wolverine died at least once before, during the Tieri/Chen run on Wolverine, but it lasted for about half an hour, and he didn't seem to remember any of it.
That's the most notable thing to me about death in the Marvel Universe: It seems like most characters shake it off pretty fast. Wonder Man actually sticks out to me, because after his first return, he was scared for a long time of going into battle, because he might get killed again. Which seems like a perfectly reasonable response, since he knows he can die. But I don't know if it was ever detailed what his time being dead was actually like, if he remembers it. Was he in Hell, did he experience nothing at all? You'd figure it had to be a lousy experience if he was so desperate to avoid it again.
Hellcat's probably the exception. We know she went to Hell, and she struggled to shake off the effects of that (and the knowledge she'd go back the next time she died) for awhile. I honestly wonder if Soule's portrayal of her in She-Hulk, as someone with nothing going on, and string of shitty boyfriends in her recent past, is meant to be some result of that. It's made it harder for her to connect, or messed with her self-esteem or something. Or it could just be a continuation of her past history of having lousy taste in men. Either one.
Kurt's in a situation where he died, went to Heaven, which basically confirms the things he'd believed in his entire life, and then left it. He remembers what he left, and now he finds he can't get back to it. In the first few issues, Claremont wrote a scene between Kurt and Logan where they discussed that, as well as the changes Logan was having to accept. Logan mentions he'd always figure he would live forever, and in particular that meant he and Jean would meet up again someday when she came back. Now he had to accept he was going to die, and given Logan's lengthy list of enemies, probably very soon. Kurt, for as much as he enjoys life, had believed there was a greater reward waiting later, and that he was definitely mortal and would see it. Now he has to come to grips with the idea that may not be the case, because the fact he couldn't enter that portal to Heaven like Amanda, and the fact he pops up miraculously fine after being stabbed three times in the torso, suggests something is up.
That could be an interesting approach for Kurt. If he's become immortal in some regard, how does he react to that? Part of Gaunt's problem was he already struggled with the question of whether he was a good friend, considering people around him die an awful lot. On the one hand, when he died he learned it was that quality that got him in Heaven, because his friends argued for him, which ought to put the question to rest. On the other hand, it was going back to save a friend that effectively bars him from seeing those people again for some ludicrous amount of time, and now he gets to start the process of watching friends die all over again, and again, and again, because in his reincarnations, it takes awhile before he remembers the past lives, so the chance to make new friends. Who will eventually die. Before it's all said and done, Gaunt pretty much sabotaged his chances of getting back.
Kurt doesn't have the reincarnation issue, and I doubt he's going to do things that would get him barred from Heaven. Still, he's a deeply compassionate guy who may end up watching a lot of his friends die, from the same things he pops back up unscathed from. Does he start taking the most dangerous missions for himself? I don't expect Kurt to start throwing himself on live hand grenades - after all, he can't be entirely sure how long this is going to last, or if there are limits - but the idea he might continue on indefinitely, that ought to have some sort of effect on Kurt. I know I'd do things differently if I thought I wouldn't stay dead. Kurt's a swashbuckler, but if there's less risk for him, does that take some of the fun out it? Though it might encourage him to try different things. I would love to see Kurt try acting, because what the hell, he's got time.